Month-end effect on Chinese stock returns : explanation of the liquidity hypothesis
Year of publication: |
2022
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Authors: | Li, Jie ; Feng, Xu ; Zhang, Yongjie |
Published in: |
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 2164-2257, ZDB-ID 2659021-9. - Vol. 29.2022, 5, p. 1283-1298
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Subject: | liquidity hypothesis | Month-end effect | news announcement | window dressing | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income | China | Liquidität | Liquidity | Aktienmarkt | Stock market | Schätzung | Estimation | Börsenkurs | Share price |
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